+14.9%
AMRX vs SPY
+224.1%
-209.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.7% |
| 7D | -4.5% | -0.4% | -4.1% | -4.1% |
| 30D | -3.5% | -1.4% | -2.1% | -2.0% |
| 3M | +17.4% | +3.7% | +13.7% | +12.0% |
| 6M | +30.2% | +13.0% | +17.2% | +12.2% |
| YTD | +36.9% | +12.4% | +24.5% | +18.5% |
| 1Y | +74.4% | +18.5% | +55.9% | +41.8% |
| 3Y | +357.6% | +77.6% | +279.9% | +128.3% |
| 5Y | +235.0% | +81.7% | +153.3% | +62.6% |
| All | +14.9% | +224.1% | -209.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling